-80.8%
FIG vs COF
-1.6%
-79.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -12.2% | -6.1% | -6.1% | -9.7% |
| 30D | -11.0% | -5.2% | -5.8% | -9.0% |
| 3M | +11.9% | +17.0% | -5.1% | +4.0% |
| 6M | -21.9% | +12.9% | -34.8% | -26.5% |
| YTD | -40.8% | -13.5% | -27.2% | -38.7% |
| 1Y | -56.6% | -5.9% | -50.8% | -57.6% |
| All | -80.8% | -1.6% | -79.2% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling